A nonparametric model of term structure dynamics and the market price of interest rate risk

Journal of Finance

Volumn 52, Issue 5, 1997, Pages 1973-2002

  Stanton, Richard ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0011815682     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1997.tb02748.x     Document Type: Article

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